In the future, we would like to explore stochastic optimization for the objective in equation (REF ), where the random variable \(\mathbf {Z}\)  is redrawn at each iteration. We will also study the effects of the specific distribution chosen for \(\mathbf {Z}\) . Another interesting research venue is randomized matrix sketching of the perturbed data covariance in equation (REF ) and its link with WaRIance [1]}.
